The module draws on several textbooks:

Ashenfelter, O., Levine, P., Zimmerman, D. (2002) Statisitcs and Econometrics: Methods and Applications, Wiley, Chs. 1-11. Starts from basic probability notions and gradually builds up.

Greene, W. (2003) Econometric Analysis , 5th edition, Prentice Hall, Appendices A-C, Chs.1-4. Advanced textbook that could also be used for the main Econometric Theory module. Most of the background material is in Appendices.

Maddala, G.S., (2001) Introduction to Econometrics, 3rd edition, Wiley, Chs. 1-4. More advanced than the first and less than the second of the books above.

This list is not exhaustive. There are other Statistics and Econometrics textbooks that you might find useful.